-7.3%
RUN vs CASY
+607.7%
-615.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +33.4% | +1.1% | +32.3% | +32.9% |
| 30D | +31.1% | +8.7% | +22.4% | +27.0% |
| 3M | +6.4% | -17.3% | +23.7% | +12.7% |
| 6M | -22.2% | -19.7% | -2.5% | -18.4% |
| YTD | -45.8% | +24.8% | -70.6% | -52.8% |
| 1Y | -51.1% | +31.9% | -83.0% | -58.5% |
| 3Y | -3.0% | +155.4% | -158.4% | -40.9% |
| 5Y | -82.2% | +250.6% | -332.8% | -90.6% |
| 10Y | +111.9% | +556.8% | -444.9% | -6.1% |
| All | -7.3% | +607.7% | -615.0% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling